Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Jacob Østergaard
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
44
TOTAL CITATIONS
1
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Bootstrap inference for Hawkes and general point processes
Number of pages: 46
Posted: 13 May 2021
U. Copenhagen Economics Discussion Paper Series
,
Giuseppe Cavaliere
,
Ye Lu
,
Anders Rahbek
and Jacob Østergaard
Department of Economics, University of Bologna - Department of Economics, The University of Sydney - School of Economics, University of Copenhagen - Department of Statistics and Operations Research and
affiliation not provided to SSRN
Downloads
44
(821,376)
Citation
1
View PDF
Download
Abstract:
self-exciting point processes, conditional intensity, bootstrap inference, Hawkes process
Feedback
